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Scoring as an Indicator of Financial Stability

In: CNB Financial Stability Report 2007

Author

Listed:
  • Petr Jakubik
  • Petr Teply
Abstract
This article presents a financial scoring model estimated on Czech corporate accounting data. Seven financial indicators capable of explaining business failure at a 1-year prediction horizon are identified. Using the model estimated in this way, an aggregate indicator of the creditworthiness of the Czech corporate sector is then constructed and its evolution over time is shown. This indicator aids the estimation of the risks of this sector gong forward and broadens the existing analytical set-up used by the Czech National Bank for its financial stability analyses. The results suggest that the creditworthiness of the Czech corporate sector steadily improved between 2004 and 2006.

Suggested Citation

  • Petr Jakubik & Petr Teply, 2008. "Scoring as an Indicator of Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2007, chapter 0, pages 76-85, Czech National Bank.
    • Handle: RePEc:cnb:ocpubc:fsr07/2
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    File URL: https://www.cnb.cz/export/sites/cnb/en/financial-stability/.galleries/fs_reports/fsr_2007/FSR_2007_article_2.pdf
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    File URL: https://www.cnb.cz/en/financial-stability/thematic-articles-on-financial-stability/
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    Cited by:

    1. Lucie Režňáková & Svatopluk Kapounek, 2015. "Is There a Credit Crunch in the Czech Republic?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(3), pages 995-1003.

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